Preheat oven to 350 degrees. Grease and flour donut pan to prevent sticking then set aside.
Sift flour, baking powder, baking soda, and sugar together in a large bowl.
In a separate bowl, whisk egg, buttermilk, yogurt, melted butter and vanilla until combined.
Carefully add wet ingredients to dry, stirring with a wooden spoon until just combined. Take care to avoid overmixing.
Add cherry jam then swirl into the batter with a knife.
Pipe batter into donut pan, filling cavities 3/4 of the way.
Bake for 10 to 11 minutes. Donuts are done after tops spring back when pressed by a fingertip.
Cool donuts in pan for 3 minutes then remove to a wire rack to cool completely before adding cherry glaze.
Clean donut pan, grease and flour then repeat the baking process with the remaining batter.